| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,490.75 |
3,560.25 |
69.50 |
2.0% |
3,514.00 |
| High |
3,561.75 |
3,581.75 |
20.00 |
0.6% |
3,561.75 |
| Low |
3,479.50 |
3,550.50 |
71.00 |
2.0% |
3,412.00 |
| Close |
3,558.00 |
3,577.50 |
19.50 |
0.5% |
3,558.00 |
| Range |
82.25 |
31.25 |
-51.00 |
-62.0% |
149.75 |
| ATR |
53.85 |
52.23 |
-1.61 |
-3.0% |
0.00 |
| Volume |
367,851 |
205,066 |
-162,785 |
-44.3% |
1,755,202 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,663.75 |
3,651.75 |
3,594.75 |
|
| R3 |
3,632.50 |
3,620.50 |
3,586.00 |
|
| R2 |
3,601.25 |
3,601.25 |
3,583.25 |
|
| R1 |
3,589.25 |
3,589.25 |
3,580.25 |
3,595.25 |
| PP |
3,570.00 |
3,570.00 |
3,570.00 |
3,573.00 |
| S1 |
3,558.00 |
3,558.00 |
3,574.75 |
3,564.00 |
| S2 |
3,538.75 |
3,538.75 |
3,571.75 |
|
| S3 |
3,507.50 |
3,526.75 |
3,569.00 |
|
| S4 |
3,476.25 |
3,495.50 |
3,560.25 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,959.75 |
3,908.75 |
3,640.25 |
|
| R3 |
3,810.00 |
3,759.00 |
3,599.25 |
|
| R2 |
3,660.25 |
3,660.25 |
3,585.50 |
|
| R1 |
3,609.25 |
3,609.25 |
3,571.75 |
3,634.75 |
| PP |
3,510.50 |
3,510.50 |
3,510.50 |
3,523.50 |
| S1 |
3,459.50 |
3,459.50 |
3,544.25 |
3,485.00 |
| S2 |
3,360.75 |
3,360.75 |
3,530.50 |
|
| S3 |
3,211.00 |
3,309.75 |
3,516.75 |
|
| S4 |
3,061.25 |
3,160.00 |
3,475.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,581.75 |
3,412.00 |
169.75 |
4.7% |
51.75 |
1.4% |
97% |
True |
False |
304,399 |
| 10 |
3,581.75 |
3,412.00 |
169.75 |
4.7% |
60.50 |
1.7% |
97% |
True |
False |
329,718 |
| 20 |
3,635.25 |
3,412.00 |
223.25 |
6.2% |
56.25 |
1.6% |
74% |
False |
False |
304,086 |
| 40 |
3,635.25 |
3,412.00 |
223.25 |
6.2% |
45.25 |
1.3% |
74% |
False |
False |
246,358 |
| 60 |
3,635.25 |
3,343.00 |
292.25 |
8.2% |
39.75 |
1.1% |
80% |
False |
False |
165,287 |
| 80 |
3,635.25 |
3,238.00 |
397.25 |
11.1% |
37.25 |
1.0% |
85% |
False |
False |
123,998 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
14.7% |
35.75 |
1.0% |
89% |
False |
False |
99,243 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.5% |
30.50 |
0.9% |
90% |
False |
False |
82,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,714.50 |
|
2.618 |
3,663.50 |
|
1.618 |
3,632.25 |
|
1.000 |
3,613.00 |
|
0.618 |
3,601.00 |
|
HIGH |
3,581.75 |
|
0.618 |
3,569.75 |
|
0.500 |
3,566.00 |
|
0.382 |
3,562.50 |
|
LOW |
3,550.50 |
|
0.618 |
3,531.25 |
|
1.000 |
3,519.25 |
|
1.618 |
3,500.00 |
|
2.618 |
3,468.75 |
|
4.250 |
3,417.75 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,573.75 |
3,556.50 |
| PP |
3,570.00 |
3,535.75 |
| S1 |
3,566.00 |
3,514.75 |
|